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Robust numerical methods for PDE models of Asian options
Home
Publications
Robust numerical methods for PDE models of Asian options
Robust numerical methods for PDE models of Asian options
RZ
R Zvan
R Zvan
PF
Peter Forsyth
Peter Forsyth
KV
K Vetzal
K Vetzal
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1 January 1997
journal article
Published by
Infopro Digital Services Limited
in
Journal of Computational Finance
Vol. 1
(2)
,
39-78
https://doi.org/10.21314/jcf.1997.006
Abstract
No abstract available
Cited by 114 articles